+213.1%
WDAY vs NWSA
+102.5%
+110.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.4% | +1.8% |
| 7D | +1.8% | +2.2% | -0.4% | +0.8% |
| 30D | +4.1% | -8.8% | +12.8% | +7.9% |
| 3M | -4.8% | -6.5% | +1.6% | -2.5% |
| 6M | +68.6% | +1.5% | +67.1% | +66.8% |
| YTD | -8.5% | +4.0% | -12.6% | -10.7% |
| 1Y | -12.1% | +3.4% | -15.5% | -14.0% |
| 3Y | -13.2% | +34.8% | -48.0% | -25.6% |
| 5Y | -33.7% | +18.4% | -52.1% | -41.3% |
| 10Y | +137.4% | +149.2% | -11.7% | +37.9% |
| All | +213.1% | +102.5% | +110.6% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling